-2.1%
TLT vs SEDG
-75.7%
+73.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.5% | -1.2% |
| 7D | -1.6% | +8.7% | -10.3% | -1.7% |
| 30D | -1.3% | +10.3% | -11.7% | -1.6% |
| 3M | -3.7% | -32.6% | +28.9% | -3.3% |
| 6M | -6.4% | -3.6% | -2.8% | -7.0% |
| YTD | -4.5% | +27.4% | -31.9% | -5.9% |
| 1Y | -5.9% | +24.9% | -30.8% | -7.7% |
| All | -2.1% | -75.7% | +73.6% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SEDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling